Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52330.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45995.58 Kr¶

PnL: ---------------------------------------> -757.42 Kr¶

DD now: ---------------------------------> -1.487 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:52:23.734455'

Anic Portfolio¶

Today¶

Return: 0.028 %¶

This Week¶

Return: 0.028 %¶

Total portfolio value¶

Return including deposits: 71.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 4.150000 702.000000 40.000000 6.040000 661.999988
BHG Group 49 -2.670000 678.160000 39.160000 6.130000 638.999984
Vitrolife 3 3.910000 702.000000 25.000000 3.690000 677.000001
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Indutrade 5 2.250000 1340.000000 20.000000 1.520000 1320.000000
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
SynAct Pharma 9 -1.870000 661.500000 16.500000 2.560000 645.000003
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
Addnode Group B 6 2.160000 765.600000 13.600000 1.810000 751.999998
Xvivo Perfusion 3 0.180000 858.000000 13.000000 1.540000 845.000001
Sdiptech B 3 0.580000 834.000000 12.000000 1.460000 822.000000
Nolato B 12 -0.270000 656.400000 8.400000 1.300000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.840000 454.200000 5.200000 1.160000 449.000000
NCC B 7 -0.050000 658.350000 4.350000 0.670000 653.999997
Fortnox 10 3.520000 669.800000 1.800000 0.270000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Lime Technologies 2 -0.340000 592.000000 -1.000000 -0.170000 593.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sedana Medical 135 -2.320000 4328.100000 -2.900000 -0.070000 4330.999935
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Investor B 3 0.670000 649.950000 -8.050000 -1.220000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Ambea 68 0.610000 2473.840000 -63.160000 -2.490000 2537.000032
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 0.130000 3823.600000 -92.400000 -2.360000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 46010.100000 -742.900000 -1.45937% 46752.999863

Updated:¶

'2023-06-13 10:51:27.728533'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶